After more research, I have isolated the line which is making everything slow.

This is the function I have:

    ' SQL adapter into a DataSet
    ' expC1 SQL command
    ' expC2 Path of the table
    Public Shared Function VFPSQLAdapterDataSet(ByVal tcSQL As String, ByVal tcTable As String) As DataSet
        Dim loData As DataSet

        loData = New DataSet
        Dim loDT As New OleDbDataAdapter(tcSQL, _
        "Provider=VFPOLEDB.1;Data Source=" + tcTable + ";Password='';Collating Sequence=MACHINE")

        loDT.Fill(loData, "Temp")

        Return loData
    End Function

When executed only once, it doesn't matter. But, when this is executed such as 20 times, I see a big drop of result time. Basically, if I comment the line loDT.Fill(loData, "Temp"), everything is fast. Even at 20 times, this will be immediately processed. Is there another way to fill the dataset in order to have it immediately?